+75.3%
BND vs DOC
+76.0%
-0.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.4% |
| 7D | +0.4% | +8.7% | -8.3% | +0.4% |
| 30D | +2.3% | +7.6% | -5.3% | +2.3% |
| 3M | -1.0% | -5.3% | +4.3% | -0.9% |
| 6M | -0.9% | +27.6% | -28.5% | -1.1% |
| YTD | -0.9% | +32.4% | -33.3% | -1.1% |
| 1Y | -0.5% | +22.9% | -23.4% | -0.7% |
| 3Y | +14.1% | +43.1% | -29.0% | +13.7% |
| 5Y | -1.7% | -21.4% | +19.7% | -1.9% |
| 10Y | +15.5% | +16.8% | -1.3% | +15.6% |
| All | +75.3% | +76.0% | -0.7% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling